+273.1%
TSM vs CTSH
-11.4%
+284.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -3.6% | +6.5% | +3.8% |
| 7D | +2.7% | -2.7% | +5.4% | +3.4% |
| 30D | +3.6% | +12.4% | -8.8% | +0.3% |
| 3M | -3.4% | +17.4% | -20.7% | -7.8% |
| 6M | +20.6% | -3.1% | +23.7% | +23.7% |
| YTD | +41.9% | -23.6% | +65.4% | +60.9% |
| 1Y | +84.4% | -10.8% | +95.2% | +92.0% |
| 3Y | +380.2% | -8.3% | +388.5% | +382.6% |
| All | +273.1% | -11.4% | +284.5% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CTSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling